Optimal Asset Allocation for a Mean-Variance-CVaR Insurer under Regulatory Constraints

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ISSN Print: 2164-5167
ISSN Online: 2164-5175
www.scirp.org/journal/ajibm
E-mail: ajibm@scirp.org

"Optimal Asset Allocation for a Mean-Variance-CVaR Insurer under Regulatory Constraints"
written by Yu Shi, Xia Zhao, Xin Yan,
published by American Journal of Industrial and Business Management, Vol.9 No.7, 2019

has been cited by the following article(s):

[1]	Stable Portfolio Selection Strategy for Mean-Variance-CVaR Model under High-Dimensional Scenarios
	2020

[2]	Portfolio Research Based on Mean-Realized Variance-CVaR and Random Matrix Theory under High-Frequency Data
	2020

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